-18.2%
MELI vs TWLO
+123.2%
-141.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | +0.6% | -2.0% | +2.6% | +0.8% |
| 30D | +2.9% | +20.6% | -17.7% | +0.4% |
| 3M | +21.0% | -1.5% | +22.6% | +21.2% |
| 6M | +11.8% | +89.4% | -77.6% | -1.3% |
| YTD | -1.8% | +63.8% | -65.6% | -11.8% |
| 1Y | -18.2% | +119.7% | -137.9% | -29.8% |
| All | -18.2% | +123.2% | -141.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling